What are some of the DANGERS when including your site URL in Mass Mailing?

I can't think of anything off the top but i have a gut feeling that won't turn out too good. I want to make the message look legit so I'm going to include a direct link to my money site, no shorteners. Will that particular mail server blacklist that link and send all emails that its included in into spam or what? Im trying to send 50k+ at a time.

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